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For questions about integral transforms, inlcuding the Fourier transform, Laplace transform, Radon transform, Mellin transform, Hankel transform etc.

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Transformation problem involving 2 random variables

One obvious answer to (a) is: g(v) is density of Rayleigh distribution and f(u) is density of uniform distribution on [0,1]. For (b), you need only noticed that V could be generated by V = \sqrt(-ln …
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